Home > Big Sky Western Bank > Securities
Big Sky Western Bank, Securities
| 2012-03-31 | Rank | |
| Total securities | $117,637,000 | 1,308 |
| U.S. Government securities | $81,122,000 | 1,314 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $81,122,000 | 1,272 |
| Securities issued by states & political subdivisions | $34,382,000 | 948 |
| Other domestic debt securities | $2,133,000 | 1,556 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $2,133,000 | 1,136 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,264,000 | 953 |
| Mortgage-backed securities | $79,475,000 | 937 |
| Certificates of participation in pools of residential mortgages | $2,466,000 | 4,355 |
| Issued or guaranteed by U.S. | $2,466,000 | 4,352 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $77,009,000 | 428 |
| CMOs issued by government agencies or sponsored agencies | $77,009,000 | 391 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $117,637,000 | 1,183 |
| Total debt securities | $117,637,000 | 1,293 |
| Structured notes | ||
| Amortized cost | $1,608,000 | 1,900 |
| Fair value | $1,646,000 | 1,893 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $117,148,000 | 1,266 |
| U.S. Government securities | $85,964,000 | 1,183 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $85,964,000 | 1,147 |
| Securities issued by states & political subdivisions | $30,104,000 | 1,071 |
| Other domestic debt securities | $1,080,000 | 1,920 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $1,080,000 | 1,388 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,707,000 | 787 |
| Mortgage-backed securities | $84,152,000 | 864 |
| Certificates of participation in pools of residential mortgages | $2,666,000 | 4,237 |
| Issued or guaranteed by U.S. | $2,666,000 | 4,230 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $81,486,000 | 409 |
| CMOs issued by government agencies or sponsored agencies | $81,486,000 | 360 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $117,148,000 | 1,142 |
| Total debt securities | $117,148,000 | 1,254 |
| Structured notes | ||
| Amortized cost | $1,764,000 | 1,817 |
| Fair value | $1,810,000 | 1,814 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $105,070,000 | 1,368 |
| U.S. Government securities | $76,192,000 | 1,302 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $76,192,000 | 1,250 |
| Securities issued by states & political subdivisions | $28,878,000 | 1,070 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,778,000 | 885 |
| Mortgage-backed securities | $74,218,000 | 928 |
| Certificates of participation in pools of residential mortgages | $2,986,000 | 4,085 |
| Issued or guaranteed by U.S. | $2,986,000 | 4,070 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $71,232,000 | 458 |
| CMOs issued by government agencies or sponsored agencies | $71,232,000 | 398 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $105,070,000 | 1,227 |
| Total debt securities | $105,070,000 | 1,346 |
| Structured notes | ||
| Amortized cost | $1,917,000 | 1,876 |
| Fair value | $1,972,000 | 1,866 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $97,714,000 | 1,456 |
| U.S. Government securities | $72,051,000 | 1,360 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $72,051,000 | 1,317 |
| Securities issued by states & political subdivisions | $25,663,000 | 1,139 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,905,000 | 856 |
| Mortgage-backed securities | $69,958,000 | 947 |
| Certificates of participation in pools of residential mortgages | $3,096,000 | 4,011 |
| Issued or guaranteed by U.S. | $3,096,000 | 3,997 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $66,862,000 | 462 |
| CMOs issued by government agencies or sponsored agencies | $66,862,000 | 400 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $97,714,000 | 1,304 |
| Total debt securities | $97,714,000 | 1,435 |
| Structured notes | ||
| Amortized cost | $2,041,000 | 1,931 |
| Fair value | $2,091,000 | 1,918 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $86,408,000 | 1,584 |
| U.S. Government securities | $64,680,000 | 1,511 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $64,680,000 | 1,453 |
| Securities issued by states & political subdivisions | $21,728,000 | 1,348 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,182,000 | 1,064 |
| Mortgage-backed securities | $62,500,000 | 1,028 |
| Certificates of participation in pools of residential mortgages | $3,319,000 | 3,884 |
| Issued or guaranteed by U.S. | $3,319,000 | 3,873 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $59,181,000 | 499 |
| CMOs issued by government agencies or sponsored agencies | $59,181,000 | 431 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $86,408,000 | 1,429 |
| Total debt securities | $86,409,000 | 1,562 |
| Structured notes | ||
| Amortized cost | $2,156,000 | 1,937 |
| Fair value | $2,178,000 | 1,932 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $84,740,000 | 1,557 |
| U.S. Government securities | $67,003,000 | 1,377 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $67,003,000 | 1,319 |
| Securities issued by states & political subdivisions | $17,737,000 | 1,594 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,833,000 | 1,027 |
| Mortgage-backed securities | $64,598,000 | 940 |
| Certificates of participation in pools of residential mortgages | $3,534,000 | 3,732 |
| Issued or guaranteed by U.S. | $3,534,000 | 3,721 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $61,064,000 | 476 |
| CMOs issued by government agencies or sponsored agencies | $61,064,000 | 400 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $84,740,000 | 1,392 |
| Total debt securities | $84,740,000 | 1,540 |
| Structured notes | ||
| Amortized cost | $2,357,000 | 1,766 |
| Fair value | $2,403,000 | 1,754 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $76,890,000 | 1,648 |
| U.S. Government securities | $65,999,000 | 1,365 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $65,999,000 | 1,308 |
| Securities issued by states & political subdivisions | $10,891,000 | 2,254 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,124,000 | 1,466 |
| Mortgage-backed securities | $63,308,000 | 950 |
| Certificates of participation in pools of residential mortgages | $3,701,000 | 3,686 |
| Issued or guaranteed by U.S. | $3,701,000 | 3,678 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $59,607,000 | 481 |
| CMOs issued by government agencies or sponsored agencies | $59,607,000 | 403 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $76,890,000 | 1,475 |
| Total debt securities | $76,890,000 | 1,631 |
| Structured notes | ||
| Amortized cost | $2,623,000 | 1,676 |
| Fair value | $2,689,000 | 1,670 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $72,222,000 | 1,744 |
| U.S. Government securities | $63,804,000 | 1,425 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $63,804,000 | 1,368 |
| Securities issued by states & political subdivisions | $8,418,000 | 2,517 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,688,000 | 1,377 |
| Mortgage-backed securities | $60,956,000 | 959 |
| Certificates of participation in pools of residential mortgages | $3,953,000 | 3,632 |
| Issued or guaranteed by U.S. | $3,953,000 | 3,624 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $57,003,000 | 484 |
| CMOs issued by government agencies or sponsored agencies | $57,003,000 | 396 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $72,222,000 | 1,546 |
| Total debt securities | $72,221,000 | 1,727 |
| Structured notes | ||
| Amortized cost | $2,804,000 | 1,719 |
| Fair value | $2,846,000 | 1,717 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $74,279,000 | 1,716 |
| U.S. Government securities | $65,801,000 | 1,405 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $65,801,000 | 1,361 |
| Securities issued by states & political subdivisions | $8,478,000 | 2,482 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,965,000 | 817 |
| Mortgage-backed securities | $65,798,000 | 926 |
| Certificates of participation in pools of residential mortgages | $4,178,000 | 3,676 |
| Issued or guaranteed by U.S. | $4,178,000 | 3,670 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $61,620,000 | 459 |
| CMOs issued by government agencies or sponsored agencies | $61,620,000 | 363 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $74,279,000 | 1,523 |
| Total debt securities | $74,279,000 | 1,696 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $67,815,000 | 1,843 |
| U.S. Government securities | $59,322,000 | 1,505 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $59,322,000 | 1,460 |
| Securities issued by states & political subdivisions | $8,493,000 | 2,476 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,797,000 | 931 |
| Mortgage-backed securities | $59,319,000 | 1,016 |
| Certificates of participation in pools of residential mortgages | $4,301,000 | 3,722 |
| Issued or guaranteed by U.S. | $4,301,000 | 3,715 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $55,018,000 | 487 |
| CMOs issued by government agencies or sponsored agencies | $55,018,000 | 377 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $67,815,000 | 1,634 |
| Total debt securities | $67,815,000 | 1,819 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $47,680,000 | 2,480 |
| U.S. Government securities | $38,875,000 | 2,149 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $38,875,000 | 2,088 |
| Securities issued by states & political subdivisions | $8,805,000 | 2,453 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,489,000 | 2,044 |
| Mortgage-backed securities | $38,872,000 | 1,477 |
| Certificates of participation in pools of residential mortgages | $4,450,000 | 3,772 |
| Issued or guaranteed by U.S. | $4,450,000 | 3,761 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $34,422,000 | 659 |
| CMOs issued by government agencies or sponsored agencies | $34,422,000 | 509 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $47,680,000 | 2,191 |
| Total debt securities | $47,680,000 | 2,445 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $16,112,000 | 4,902 |
| U.S. Government securities | $7,509,000 | 5,498 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $7,509,000 | 5,411 |
| Securities issued by states & political subdivisions | $8,603,000 | 2,437 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,111,000 | 2,579 |
| Mortgage-backed securities | $7,506,000 | 3,764 |
| Certificates of participation in pools of residential mortgages | $2,907,000 | 4,333 |
| Issued or guaranteed by U.S. | $2,907,000 | 4,320 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $4,599,000 | 1,888 |
| CMOs issued by government agencies or sponsored agencies | $4,599,000 | 1,581 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $16,112,000 | 4,458 |
| Total debt securities | $16,112,000 | 4,857 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $16,770,000 | 4,828 |
| U.S. Government securities | $8,242,000 | 5,457 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $8,242,000 | 5,377 |
| Securities issued by states & political subdivisions | $8,528,000 | 2,370 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,770,000 | 2,557 |
| Mortgage-backed securities | $8,239,000 | 3,704 |
| Certificates of participation in pools of residential mortgages | $3,158,000 | 4,338 |
| Issued or guaranteed by U.S. | $3,158,000 | 4,327 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $5,081,000 | 1,834 |
| CMOs issued by government agencies or sponsored agencies | $5,081,000 | 1,511 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $16,770,000 | 4,361 |
| Total debt securities | $16,770,000 | 4,786 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $17,765,000 | 4,718 |
| U.S. Government securities | $9,226,000 | 5,320 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $9,226,000 | 5,234 |
| Securities issued by states & political subdivisions | $8,539,000 | 2,339 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,765,000 | 2,497 |
| Mortgage-backed securities | $9,223,000 | 3,464 |
| Certificates of participation in pools of residential mortgages | $3,297,000 | 4,254 |
| Issued or guaranteed by U.S. | $3,297,000 | 4,242 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $5,926,000 | 1,665 |
| CMOs issued by government agencies or sponsored agencies | $5,926,000 | 1,374 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $17,765,000 | 4,240 |
| Total debt securities | $17,765,000 | 4,682 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $16,387,000 | 4,877 |
| U.S. Government securities | $8,041,000 | 5,564 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $8,041,000 | 5,475 |
| Securities issued by states & political subdivisions | $8,346,000 | 2,332 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,387,000 | 2,600 |
| Mortgage-backed securities | $8,038,000 | 3,560 |
| Certificates of participation in pools of residential mortgages | $3,376,000 | 4,159 |
| Issued or guaranteed by U.S. | $3,376,000 | 4,148 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $4,662,000 | 1,775 |
| CMOs issued by government agencies or sponsored agencies | $4,662,000 | 1,463 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $16,387,000 | 4,383 |
| Total debt securities | $16,388,000 | 4,835 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $17,957,000 | 4,703 |
| U.S. Government securities | $9,291,000 | 5,278 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $9,291,000 | 5,195 |
| Securities issued by states & political subdivisions | $8,666,000 | 2,302 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,957,000 | 2,392 |
| Mortgage-backed securities | $9,288,000 | 3,363 |
| Certificates of participation in pools of residential mortgages | $3,407,000 | 4,152 |
| Issued or guaranteed by U.S. | $3,407,000 | 4,137 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $5,881,000 | 1,613 |
| CMOs issued by government agencies or sponsored agencies | $5,881,000 | 1,319 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $17,957,000 | 4,231 |
| Total debt securities | $17,957,000 | 4,650 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $17,598,000 | 4,733 |
| U.S. Government securities | $8,891,000 | 5,364 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $8,891,000 | 5,277 |
| Securities issued by states & political subdivisions | $8,707,000 | 2,285 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,598,000 | 2,406 |
| Mortgage-backed securities | $8,887,000 | 3,340 |
| Certificates of participation in pools of residential mortgages | $3,622,000 | 3,981 |
| Issued or guaranteed by U.S. | $3,622,000 | 3,967 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $5,265,000 | 1,654 |
| CMOs issued by government agencies or sponsored agencies | $5,265,000 | 1,370 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $17,598,000 | 4,258 |
| Total debt securities | $17,598,000 | 4,675 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $18,662,000 | 4,634 |
| U.S. Government securities | $9,892,000 | 5,277 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $9,892,000 | 5,172 |
| Securities issued by states & political subdivisions | $8,770,000 | 2,271 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,662,000 | 2,325 |
| Mortgage-backed securities | $9,888,000 | 2,924 |
| Certificates of participation in pools of residential mortgages | $3,860,000 | 3,586 |
| Issued or guaranteed by U.S. | $3,860,000 | 3,571 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $6,028,000 | 1,499 |
| CMOs issued by government agencies or sponsored agencies | $6,028,000 | 1,242 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $18,662,000 | 4,108 |
| Total debt securities | $18,662,000 | 4,581 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $20,030,000 | 4,480 |
| U.S. Government securities | $11,167,000 | 5,124 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $11,167,000 | 5,026 |
| Securities issued by states & political subdivisions | $8,863,000 | 2,230 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,744,000 | 2,209 |
| Mortgage-backed securities | $11,163,000 | 2,578 |
| Certificates of participation in pools of residential mortgages | $3,915,000 | 3,389 |
| Issued or guaranteed by U.S. | $3,915,000 | 3,375 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $7,248,000 | 1,327 |
| CMOs issued by government agencies or sponsored agencies | $7,248,000 | 1,080 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $20,030,000 | 3,961 |
| Total debt securities | $20,030,000 | 4,428 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $21,695,000 | 4,259 |
| U.S. Government securities | $12,849,000 | 4,815 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $12,849,000 | 4,700 |
| Securities issued by states & political subdivisions | $8,846,000 | 2,213 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,695,000 | 2,050 |
| Mortgage-backed securities | $12,845,000 | 2,319 |
| Certificates of participation in pools of residential mortgages | $4,137,000 | 3,268 |
| Issued or guaranteed by U.S. | $4,137,000 | 3,257 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $8,708,000 | 1,157 |
| CMOs issued by government agencies or sponsored agencies | $8,708,000 | 930 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $21,695,000 | 3,755 |
| Total debt securities | $21,696,000 | 4,211 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $24,117,000 | 3,980 |
| U.S. Government securities | $14,824,000 | 4,463 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $14,824,000 | 4,347 |
| Securities issued by states & political subdivisions | $9,293,000 | 2,140 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,117,000 | 1,882 |
| Mortgage-backed securities | $14,820,000 | 2,139 |
| Certificates of participation in pools of residential mortgages | $4,361,000 | 3,197 |
| Issued or guaranteed by U.S. | $4,361,000 | 3,179 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $10,459,000 | 1,037 |
| CMOs issued by government agencies or sponsored agencies | $10,459,000 | 826 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $24,117,000 | 3,502 |
| Total debt securities | $24,117,000 | 3,926 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $26,045,000 | 3,826 |
| U.S. Government securities | $16,738,000 | 4,201 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $16,738,000 | 4,094 |
| Securities issued by states & political subdivisions | $9,307,000 | 2,141 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,045,000 | 1,776 |
| Mortgage-backed securities | $16,703,000 | 1,974 |
| Certificates of participation in pools of residential mortgages | $4,519,000 | 3,154 |
| Issued or guaranteed by U.S. | $4,519,000 | 3,140 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $12,184,000 | 936 |
| CMOs issued by government agencies or sponsored agencies | $12,184,000 | 758 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $26,045,000 | 3,344 |
| Total debt securities | $26,044,000 | 3,775 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $28,100,000 | 3,663 |
| U.S. Government securities | $18,786,000 | 3,932 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $18,786,000 | 3,824 |
| Securities issued by states & political subdivisions | $9,314,000 | 2,118 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,100,000 | 1,622 |
| Mortgage-backed securities | $18,750,000 | 1,847 |
| Certificates of participation in pools of residential mortgages | $4,614,000 | 3,135 |
| Issued or guaranteed by U.S. | $4,614,000 | 3,120 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $14,136,000 | 847 |
| CMOs issued by government agencies or sponsored agencies | $14,136,000 | 676 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $28,100,000 | 3,182 |
| Total debt securities | $28,100,000 | 3,607 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $30,206,000 | 3,482 |
| U.S. Government securities | $20,972,000 | 3,632 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $20,972,000 | 3,518 |
| Securities issued by states & political subdivisions | $9,234,000 | 2,094 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,039,000 | 1,604 |
| Mortgage-backed securities | $20,925,000 | 1,698 |
| Certificates of participation in pools of residential mortgages | $4,727,000 | 3,113 |
| Issued or guaranteed by U.S. | $4,727,000 | 3,101 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $16,198,000 | 779 |
| CMOs issued by government agencies or sponsored agencies | $16,198,000 | 623 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $30,206,000 | 3,024 |
| Total debt securities | $30,206,000 | 3,425 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $33,190,000 | 3,294 |
| U.S. Government securities | $23,830,000 | 3,363 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $23,830,000 | 3,241 |
| Securities issued by states & political subdivisions | $9,360,000 | 2,066 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,007,000 | 1,485 |
| Mortgage-backed securities | $23,783,000 | 1,586 |
| Certificates of participation in pools of residential mortgages | $5,006,000 | 3,066 |
| Issued or guaranteed by U.S. | $5,006,000 | 3,054 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $18,777,000 | 722 |
| CMOs issued by government agencies or sponsored agencies | $18,777,000 | 571 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $33,190,000 | 2,842 |
| Total debt securities | $33,190,000 | 3,241 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $36,026,000 | 3,079 |
| U.S. Government securities | $26,669,000 | 3,073 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $26,669,000 | 2,971 |
| Securities issued by states & political subdivisions | $9,357,000 | 2,053 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,846,000 | 1,364 |
| Mortgage-backed securities | $26,621,000 | 1,478 |
| Certificates of participation in pools of residential mortgages | $5,216,000 | 3,051 |
| Issued or guaranteed by U.S. | $5,216,000 | 3,039 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $21,405,000 | 660 |
| CMOs issued by government agencies or sponsored agencies | $21,405,000 | 521 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $36,026,000 | 2,654 |
| Total debt securities | $36,025,000 | 3,033 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $39,821,000 | 2,832 |
| U.S. Government securities | $30,425,000 | 2,721 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $30,425,000 | 2,632 |
| Securities issued by states & political subdivisions | $9,396,000 | 2,034 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,640,000 | 1,197 |
| Mortgage-backed securities | $30,376,000 | 1,367 |
| Certificates of participation in pools of residential mortgages | $5,601,000 | 2,975 |
| Issued or guaranteed by U.S. | $5,601,000 | 2,962 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $24,775,000 | 604 |
| CMOs issued by government agencies or sponsored agencies | $24,775,000 | 476 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $39,821,000 | 2,436 |
| Total debt securities | $39,821,000 | 2,789 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $44,188,000 | 2,621 |
| U.S. Government securities | $34,636,000 | 2,484 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $34,636,000 | 2,404 |
| Securities issued by states & political subdivisions | $9,552,000 | 1,996 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,771,000 | 1,085 |
| Mortgage-backed securities | $34,572,000 | 1,284 |
| Certificates of participation in pools of residential mortgages | $6,066,000 | 2,948 |
| Issued or guaranteed by U.S. | $6,066,000 | 2,936 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $28,506,000 | 573 |
| CMOs issued by government agencies or sponsored agencies | $28,506,000 | 456 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $44,188,000 | 2,217 |
| Total debt securities | $44,188,000 | 2,571 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $51,072,000 | 2,347 |
| U.S. Government securities | $41,715,000 | 2,156 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $41,715,000 | 2,076 |
| Securities issued by states & political subdivisions | $9,357,000 | 2,025 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,711,000 | 982 |
| Mortgage-backed securities | $41,633,000 | 1,161 |
| Certificates of participation in pools of residential mortgages | $7,152,000 | 2,776 |
| Issued or guaranteed by U.S. | $7,152,000 | 2,767 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $34,481,000 | 511 |
| CMOs issued by government agencies or sponsored agencies | $34,481,000 | 414 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $51,072,000 | 1,969 |
| Total debt securities | $51,072,000 | 2,304 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $53,547,000 | 2,284 |
| U.S. Government securities | $44,135,000 | 2,068 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $44,135,000 | 1,986 |
| Securities issued by states & political subdivisions | $9,412,000 | 2,045 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,639,000 | 943 |
| Mortgage-backed securities | $44,051,000 | 1,135 |
| Certificates of participation in pools of residential mortgages | $7,749,000 | 2,687 |
| Issued or guaranteed by U.S. | $7,749,000 | 2,680 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $36,302,000 | 502 |
| CMOs issued by government agencies or sponsored agencies | $36,302,000 | 405 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $53,547,000 | 1,919 |
| Total debt securities | $53,548,000 | 2,240 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $56,640,000 | 2,170 |
| U.S. Government securities | $47,109,000 | 1,918 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $47,109,000 | 1,856 |
| Securities issued by states & political subdivisions | $9,531,000 | 2,019 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,961,000 | 894 |
| Mortgage-backed securities | $46,011,000 | 1,098 |
| Certificates of participation in pools of residential mortgages | $8,178,000 | 2,650 |
| Issued or guaranteed by U.S. | $8,178,000 | 2,641 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $37,833,000 | 487 |
| CMOs issued by government agencies or sponsored agencies | $37,833,000 | 392 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $56,640,000 | 1,819 |
| Total debt securities | $56,640,000 | 2,115 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $58,122,000 | 2,131 |
| U.S. Government securities | $48,735,000 | 1,894 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $48,735,000 | 1,827 |
| Securities issued by states & political subdivisions | $9,387,000 | 2,028 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,550,000 | 857 |
| Mortgage-backed securities | $47,649,000 | 1,087 |
| Certificates of participation in pools of residential mortgages | $8,598,000 | 2,605 |
| Issued or guaranteed by U.S. | $8,598,000 | 2,596 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $39,051,000 | 481 |
| CMOs issued by government agencies or sponsored agencies | $39,051,000 | 397 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $58,122,000 | 1,805 |
| Total debt securities | $58,122,000 | 2,086 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $61,525,000 | 2,021 |
| U.S. Government securities | $51,536,000 | 1,789 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $51,536,000 | 1,730 |
| Securities issued by states & political subdivisions | $9,989,000 | 1,952 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,807,000 | 2,202 |
| Mortgage-backed securities | $51,448,000 | 1,047 |
| Certificates of participation in pools of residential mortgages | $9,764,000 | 2,443 |
| Issued or guaranteed by U.S. | $9,764,000 | 2,434 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $41,684,000 | 484 |
| CMOs issued by government agencies or sponsored agencies | $41,684,000 | 392 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $61,525,000 | 1,732 |
| Total debt securities | $61,525,000 | 1,962 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $61,659,000 | 2,081 |
| U.S. Government securities | $51,905,000 | 1,833 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $51,905,000 | 1,771 |
| Securities issued by states & political subdivisions | $9,754,000 | 1,981 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,943,000 | 2,124 |
| Mortgage-backed securities | $51,815,000 | 1,041 |
| Certificates of participation in pools of residential mortgages | $10,521,000 | 2,351 |
| Issued or guaranteed by U.S. | $10,521,000 | 2,338 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $41,294,000 | 493 |
| CMOs issued by government agencies or sponsored agencies | $41,294,000 | 433 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $61,659,000 | 1,751 |
| Total debt securities | $61,660,000 | 2,022 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $52,382,000 | 2,360 |
| U.S. Government securities | $48,575,000 | 1,908 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $48,575,000 | 1,836 |
| Securities issued by states & political subdivisions | $3,807,000 | 3,503 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,192,000 | 1,860 |
| Mortgage-backed securities | $48,484,000 | 1,081 |
| Certificates of participation in pools of residential mortgages | $11,605,000 | 2,201 |
| Issued or guaranteed by U.S. | $11,605,000 | 2,191 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $36,879,000 | 532 |
| CMOs issued by government agencies or sponsored agencies | $36,879,000 | 483 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $52,382,000 | 2,010 |
| Total debt securities | $52,382,000 | 2,307 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $53,396,000 | 2,266 |
| U.S. Government securities | $49,372,000 | 1,817 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $49,372,000 | 1,753 |
| Securities issued by states & political subdivisions | $4,024,000 | 3,400 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,003,000 | 1,536 |
| Mortgage-backed securities | $49,279,000 | 1,074 |
| Certificates of participation in pools of residential mortgages | $13,145,000 | 2,020 |
| Issued or guaranteed by U.S. | $13,145,000 | 2,009 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $36,134,000 | 567 |
| CMOs issued by government agencies or sponsored agencies | $36,134,000 | 524 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $53,396,000 | 1,925 |
| Total debt securities | $53,396,000 | 2,196 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $49,872,000 | 2,383 |
| U.S. Government securities | $45,644,000 | 1,916 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $45,644,000 | 1,846 |
| Securities issued by states & political subdivisions | $4,228,000 | 3,228 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,626,000 | 1,420 |
| Mortgage-backed securities | $45,550,000 | 1,132 |
| Certificates of participation in pools of residential mortgages | $8,915,000 | 2,539 |
| Issued or guaranteed by U.S. | $8,915,000 | 2,524 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $36,635,000 | 579 |
| CMOs issued by government agencies or sponsored agencies | $36,635,000 | 528 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $49,872,000 | 2,016 |
| Total debt securities | $49,872,000 | 2,310 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $48,669,000 | 2,397 |
| U.S. Government securities | $44,416,000 | 1,937 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $44,416,000 | 1,857 |
| Securities issued by states & political subdivisions | $4,253,000 | 3,203 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,265,000 | 1,251 |
| Mortgage-backed securities | $44,321,000 | 1,130 |
| Certificates of participation in pools of residential mortgages | $10,454,000 | 2,278 |
| Issued or guaranteed by U.S. | $10,454,000 | 2,264 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $33,867,000 | 606 |
| CMOs issued by government agencies or sponsored agencies | $33,867,000 | 546 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $48,669,000 | 2,027 |
| Total debt securities | $48,669,000 | 2,333 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $37,538,000 | 2,811 |
| U.S. Government securities | $35,504,000 | 2,206 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $35,504,000 | 2,073 |
| Securities issued by states & political subdivisions | $2,034,000 | 4,313 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,797,000 | 1,112 |
| Mortgage-backed securities | $35,393,000 | 1,215 |
| Certificates of participation in pools of residential mortgages | $14,745,000 | 1,626 |
| Issued or guaranteed by U.S. | $14,745,000 | 1,616 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $20,648,000 | 815 |
| CMOs issued by government agencies or sponsored agencies | $20,648,000 | 742 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $37,538,000 | 2,343 |
| Total debt securities | $37,538,000 | 2,739 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $13,151,000 | 5,962 |
| U.S. Government securities | $9,941,000 | 5,870 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $9,941,000 | 5,548 |
| Securities issued by states & political subdivisions | $2,135,000 | 4,297 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,075,000 | 2,409 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,172,000 | 2,952 |
| Mortgage-backed securities | $9,825,000 | 2,360 |
| Certificates of participation in pools of residential mortgages | $1,033,000 | 4,756 |
| Issued or guaranteed by U.S. | $1,033,000 | 4,740 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $8,792,000 | 1,102 |
| CMOs issued by government agencies or sponsored agencies | $8,792,000 | 990 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $13,151,000 | 4,987 |
| Total debt securities | $12,076,000 | 6,092 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $14,155,000 | 5,992 |
| U.S. Government securities | $11,085,000 | 5,772 |
| U.S. Treasury securities | $1,001,000 | 3,600 |
| U.S. Government agency obligations | $10,084,000 | 5,560 |
| Securities issued by states & political subdivisions | $2,075,000 | 4,564 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $995,000 | 2,417 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,176,000 | 6,217 |
| Mortgage-backed securities | $9,964,000 | 2,517 |
| Certificates of participation in pools of residential mortgages | $1,324,000 | 4,721 |
| Issued or guaranteed by U.S. | $1,324,000 | 4,706 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $8,640,000 | 1,198 |
| CMOs issued by government agencies or sponsored agencies | $8,640,000 | 1,079 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $14,155,000 | 4,904 |
| Total debt securities | $13,160,000 | 6,133 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $7,903,000 | 7,740 |
| U.S. Government securities | $5,171,000 | 7,952 |
| U.S. Treasury securities | $2,029,000 | 3,835 |
| U.S. Government agency obligations | $3,142,000 | 8,139 |
| Securities issued by states & political subdivisions | $2,214,000 | 4,541 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $518,000 | 3,497 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $900,000 | 7,314 |
| Mortgage-backed securities | $2,244,000 | 5,151 |
| Certificates of participation in pools of residential mortgages | $1,888,000 | 4,475 |
| Issued or guaranteed by U.S. | $1,888,000 | 4,456 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $356,000 | 3,998 |
| CMOs issued by government agencies or sponsored agencies | $356,000 | 3,841 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $945,000 | 5,481 |
| Available-for-sale securities (fair market value) | $6,958,000 | 6,679 |
| Total debt securities | $7,386,000 | 7,773 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $7,049,000 | 8,426 |
| U.S. Government securities | $5,517,000 | 8,302 |
| U.S. Treasury securities | $2,219,000 | 4,906 |
| U.S. Government agency obligations | $3,298,000 | 8,220 |
| Securities issued by states & political subdivisions | $1,034,000 | 5,750 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $498,000 | 3,634 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $904,000 | 7,691 |
| Mortgage-backed securities | $365,000 | 7,242 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $365,000 | 4,225 |
| CMOs issued by government agencies or sponsored agencies | $365,000 | 4,082 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $970,000 | 6,346 |
| Available-for-sale securities (fair market value) | $6,079,000 | 7,038 |
| Total debt securities | $6,551,000 | 8,473 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $5,415,000 | 9,602 |
| U.S. Government securities | $4,123,000 | 9,616 |
| U.S. Treasury securities | $904,000 | 7,492 |
| U.S. Government agency obligations | $3,219,000 | 8,660 |
| Securities issued by states & political subdivisions | $860,000 | 6,335 |
| Other domestic debt securities | $138,000 | 3,627 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $138,000 | 2,802 |
| Foreign debt securities | NA | NA |
| Equity securities | $294,000 | 4,559 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,335,000 | 7,447 |
| Mortgage-backed securities | $375,000 | 7,788 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $375,000 | 4,697 |
| CMOs issued by government agencies or sponsored agencies | $375,000 | 4,520 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $800,000 | 7,174 |
| Available-for-sale securities (fair market value) | $4,615,000 | 7,956 |
| Total debt securities | $5,121,000 | 9,616 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $4,240,000 | 10,534 |
| U.S. Government securities | $2,548,000 | 10,834 |
| U.S. Treasury securities | $811,000 | 8,890 |
| U.S. Government agency obligations | $1,737,000 | 9,957 |
| Securities issued by states & political subdivisions | $911,000 | 6,493 |
| Other domestic debt securities | $586,000 | 3,001 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $586,000 | 2,349 |
| Foreign debt securities | NA | NA |
| Equity securities | $195,000 | 5,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $605,000 | 8,647 |
| Mortgage-backed securities | $61,000 | 9,188 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $61,000 | 5,861 |
| CMOs issued by government agencies or sponsored agencies | $61,000 | 5,547 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000,000 | 7,367 |
| Available-for-sale securities (fair market value) | $3,240,000 | 8,816 |
| Total debt securities | $4,045,000 | 10,499 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $3,127,000 | 11,648 |
| U.S. Government securities | $1,717,000 | 11,887 |
| U.S. Treasury securities | $682,000 | 10,187 |
| U.S. Government agency obligations | $1,035,000 | 10,815 |
| Securities issued by states & political subdivisions | $666,000 | 7,304 |
| Other domestic debt securities | $562,000 | 3,398 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $562,000 | 2,718 |
| Foreign debt securities | NA | NA |
| Equity securities | $182,000 | 4,948 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $781,000 | 8,803 |
| Mortgage-backed securities | $62,000 | 9,754 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $62,000 | 6,333 |
| CMOs issued by government agencies or sponsored agencies | $62,000 | 5,966 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $866,000 | 10,853 |
| Available-for-sale securities (fair market value) | $2,261,000 | 8,640 |
| Total debt securities | $2,945,000 | 11,631 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $2,573,000 | 12,332 |
| U.S. Government securities | $1,593,000 | 12,435 |
| U.S. Treasury securities | $909,000 | 10,210 |
| U.S. Government agency obligations | $684,000 | 11,499 |
| Securities issued by states & political subdivisions | $275,000 | 8,556 |
| Other domestic debt securities | $599,000 | 3,999 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $599,000 | 3,067 |
| Foreign debt securities | NA | NA |
| Equity securities | $106,000 | 5,560 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,411,000 | 7,873 |
| Mortgage-backed securities | $83,000 | 10,322 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $83,000 | 6,704 |
| CMOs issued by government agencies or sponsored agencies | $83,000 | 6,325 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $2,467,000 | 12,254 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $2,187,000 | 12,980 |
| U.S. Government securities | $1,601,000 | 12,931 |
| U.S. Treasury securities | $1,098,000 | 10,130 |
| U.S. Government agency obligations | $503,000 | 12,088 |
| Securities issued by states & political subdivisions | $100,000 | 9,256 |
| Other domestic debt securities | $452,000 | 5,260 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $452,000 | 3,998 |
| Foreign debt securities | NA | NA |
| Equity securities | $34,000 | 6,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $599,000 | 9,548 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $2,153,000 | 12,883 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |